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QuantLib installation on Linux

Luigi Ballabio

Boost Installation

If you don't require a particular Boost version, the path of least
resistance is to install the one packaged for your distribution; for
instance, on Ubuntu you would execute:

sudo apt-get install libboost-all-dev

while on Fedora the above would be:

sudo yum install boost-devel

Using a packaged distribution has the additional upside of
installing Boost in a default location where the compiler can find
it. If you can, go for it and skip the rest of this section.

If, instead, you want a particular version of Boost, or if you
don't have administrative rights on your machine, you'll have to
compile Boost yourself. Instructions for that are available on the
Boost site
at http://www.boost.org/more/getting_started/index.html. In
this case, you might end up with a Boost installation in a
non-standard location; take a note of it, as you'll need it later.

QuantLib Installation

Installation from package repositories

If you don't need to modify the library, you might want to skip the
compilation and install a precompiled binary version; unofficial RPM
and DEB packages should be available for your distribution through the
usual channels. Note that the default version on Debian and Ubuntu
distributions might be lagging behind; to get a recent one, use the
"unstable" (a.k.a. "Sid") distribution on Debian
or Dirk
Eddelbuettel's PPA on Ubuntu.

If you want to modify the library, instead, you'll have to compile
it yourself as described in the next section.

Installation from a released version

(1.4.1 is the most recent version at the time of this writing; you
might have downloaded another one.) This creates a
folder QuantLib-1.4.1; enter it and configure QuantLib by
executing:

cd QuantLib-1.4.1
./configure

The above step is customizable, if you want: run

./configure --help

to obtain a list of the configuration options. In particular,
the --prefix option can be used to install QuantLib in a
location other than the default (/usr/local).

This is also the step where you might have to
tell configure about the location of your Boost
installation, if that's not a standard one. If, for instance, you
installed the Boost headers in /home/foo/include
and the libraries in /home/foo/lib, execute:

installs it (if you specified a location with --prefix that doesn't need admin permissions, you won't need to use sudo before make install). Depending on your system, you might also need to run

sudo ldconfig

to notify the dynamic linker that a new shared library is available.
(The above works with the default prefix, /usr/local, on
most system; if you chose another one, or if your programs still can't
find libQuantLib.so, you'll need to add the location of
the library to /etc/ld.so.conf before
running ldconfig. For a default installation, that
would be /usr/local/lib.)

Once you're done, you can try to compile and run an example to check your
installation. If you installed everything in the default location, you
can simply execute:

Installation from a git repository

If you want to compile from a checkout of a git repository (such as
the official one
at https://github.com/lballabio/quantlib,
or a fork of it that you might have created) you'll need an additional
step at the beginning of the process. Before running
the ./configure script, you'll have to create it by
executing

./autogen.sh

To do this, you'll need automake, autoconf and libtool. Again,
they're packaged for most Linux distributions; on Ubuntu, you would
get them by running

sudo apt-get install automake autoconf libtool

After the execution of ./autogen.sh, the installation proceeds
as in the previous section.

Get QuantLib

Head to our download page to get the latest official
release, or check out the latest development version from our git repository.
QuantLib is also available in other
languages.